+239.7%
EDC vs SPY
+78.7%
+161.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +2.0% |
| 7D | +9.4% | +0.5% | +8.8% | +7.7% |
| 30D | +13.5% | -0.9% | +14.5% | +16.4% |
| 3M | +6.6% | +3.9% | +2.7% | -0.4% |
| 6M | +44.4% | +14.5% | +29.8% | +12.9% |
| YTD | +58.5% | +12.9% | +45.6% | +29.3% |
| 1Y | +94.3% | +19.4% | +75.0% | +43.1% |
| 3Y | +239.7% | +78.5% | +161.2% | -1.5% |
| All | +239.7% | +78.7% | +161.0% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling